通貨ペア		EURCHF (Euro vs Swiss Franc)
期間		2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		SafeClosureMode=true; SignalPeriod=18; HourToStart=20; TradingHours=3; TakeProfit=5; StopLoss=65; MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test	151703	Ticks modelled	4440221	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	25491.08	Gross profit	46505.51	Gross loss	-21014.42
Profit factor	2.21	Expected payoff	16.88
Absolute drawdown	103.80	Maximal drawdown	2258.28 (7.97%)	Relative drawdown	7.97% (2258.28)
Total trades	1510	Short positions (won %)	729 (84.22%)	Long positions (won %)	781 (81.31%)
		Profit trades (% of total)	1249 (82.72%)	Loss trades (% of total)	261 (17.28%)
Largest		profit trade	86.53	loss trade	-562.43
Average		profit trade	37.23	loss trade	-80.52
Maximum		consecutive wins (profit in money)	77 (3424.20)	consecutive losses (loss in money)	5 (-1126.93)
Maximal		consecutive profit (count of wins)	3424.20 (77)	consecutive loss (count of losses)	-1126.93 (5)
Average		consecutive wins	7	consecutive losses	1